ICE US Dollar Index Future June 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 31-May-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    30-May-2012 | 
                    31-May-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        82.605 | 
                        83.130 | 
                        0.525 | 
                        0.6% | 
                        81.280 | 
                     
                    
                        | High | 
                        83.175 | 
                        83.295 | 
                        0.120 | 
                        0.1% | 
                        82.610 | 
                     
                    
                        | Low | 
                        82.570 | 
                        82.805 | 
                        0.235 | 
                        0.3% | 
                        81.025 | 
                     
                    
                        | Close | 
                        83.086 | 
                        83.129 | 
                        0.043 | 
                        0.1% | 
                        82.523 | 
                     
                    
                        | Range | 
                        0.605 | 
                        0.490 | 
                        -0.115 | 
                        -19.0% | 
                        1.585 | 
                     
                    
                        | ATR | 
                        0.538 | 
                        0.535 | 
                        -0.003 | 
                        -0.6% | 
                        0.000 | 
                     
                    
                        | Volume | 
                        28,931 | 
                        31,355 | 
                        2,424 | 
                        8.4% | 
                        162,321 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 31-May-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                84.546 | 
                84.328 | 
                83.399 | 
                 | 
             
            
                | R3 | 
                84.056 | 
                83.838 | 
                83.264 | 
                 | 
             
            
                | R2 | 
                83.566 | 
                83.566 | 
                83.219 | 
                 | 
             
            
                | R1 | 
                83.348 | 
                83.348 | 
                83.174 | 
                83.212 | 
             
            
                | PP | 
                83.076 | 
                83.076 | 
                83.076 | 
                83.009 | 
             
            
                | S1 | 
                82.858 | 
                82.858 | 
                83.084 | 
                82.722 | 
             
            
                | S2 | 
                82.586 | 
                82.586 | 
                83.039 | 
                 | 
             
            
                | S3 | 
                82.096 | 
                82.368 | 
                82.994 | 
                 | 
             
            
                | S4 | 
                81.606 | 
                81.878 | 
                82.860 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 25-May-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                86.808 | 
                86.250 | 
                83.395 | 
                 | 
             
            
                | R3 | 
                85.223 | 
                84.665 | 
                82.959 | 
                 | 
             
            
                | R2 | 
                83.638 | 
                83.638 | 
                82.814 | 
                 | 
             
            
                | R1 | 
                83.080 | 
                83.080 | 
                82.668 | 
                83.359 | 
             
            
                | PP | 
                82.053 | 
                82.053 | 
                82.053 | 
                82.192 | 
             
            
                | S1 | 
                81.495 | 
                81.495 | 
                82.378 | 
                81.774 | 
             
            
                | S2 | 
                80.468 | 
                80.468 | 
                82.232 | 
                 | 
             
            
                | S3 | 
                78.883 | 
                79.910 | 
                82.087 | 
                 | 
             
            
                | S4 | 
                77.298 | 
                78.325 | 
                81.651 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                83.295 | 
                81.995 | 
                1.300 | 
                1.6% | 
                0.540 | 
                0.6% | 
                87% | 
                True | 
                False | 
                29,607 | 
                 
                
                | 10 | 
                83.295 | 
                81.025 | 
                2.270 | 
                2.7% | 
                0.594 | 
                0.7% | 
                93% | 
                True | 
                False | 
                32,745 | 
                 
                
                | 20 | 
                83.295 | 
                79.145 | 
                4.150 | 
                5.0% | 
                0.513 | 
                0.6% | 
                96% | 
                True | 
                False | 
                31,224 | 
                 
                
                | 40 | 
                83.295 | 
                78.665 | 
                4.630 | 
                5.6% | 
                0.491 | 
                0.6% | 
                96% | 
                True | 
                False | 
                25,491 | 
                 
                
                | 60 | 
                83.295 | 
                78.665 | 
                4.630 | 
                5.6% | 
                0.520 | 
                0.6% | 
                96% | 
                True | 
                False | 
                23,871 | 
                 
                
                | 80 | 
                83.295 | 
                78.420 | 
                4.875 | 
                5.9% | 
                0.505 | 
                0.6% | 
                97% | 
                True | 
                False | 
                17,959 | 
                 
                
                | 100 | 
                83.295 | 
                78.420 | 
                4.875 | 
                5.9% | 
                0.433 | 
                0.5% | 
                97% | 
                True | 
                False | 
                14,369 | 
                 
                
                | 120 | 
                83.295 | 
                78.420 | 
                4.875 | 
                5.9% | 
                0.376 | 
                0.5% | 
                97% | 
                True | 
                False | 
                11,981 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            85.378 | 
         
        
            | 
2.618             | 
            84.578 | 
         
        
            | 
1.618             | 
            84.088 | 
         
        
            | 
1.000             | 
            83.785 | 
         
        
            | 
0.618             | 
            83.598 | 
         
        
            | 
HIGH             | 
            83.295 | 
         
        
            | 
0.618             | 
            83.108 | 
         
        
            | 
0.500             | 
            83.050 | 
         
        
            | 
0.382             | 
            82.992 | 
         
        
            | 
LOW             | 
            82.805 | 
         
        
            | 
0.618             | 
            82.502 | 
         
        
            | 
1.000             | 
            82.315 | 
         
        
            | 
1.618             | 
            82.012 | 
         
        
            | 
2.618             | 
            81.522 | 
         
        
            | 
4.250             | 
            80.723 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 31-May-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                83.103 | 
                                82.990 | 
                             
                            
                                | PP | 
                                83.076 | 
                                82.851 | 
                             
                            
                                | S1 | 
                                83.050 | 
                                82.713 | 
                             
             
         |